finance_kline_core 0.1.0

'A comprehensive Dart package for financial candlestick (K-line) data analysis with technical indicators, statistical analysis, and precision decimal calculations.'

finance_kline_core

A Dart package for financial candlestick (K-line) data analysis. Provides technical indicators, K-line merging, signal detection, and a multi-timeframe engine.

📖 日本語ドキュメント (Japanese Documentation)

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Features

• Technical Indicators — EMA, SMA, MACD, RSI, Linear Regression, Pearson Correlation
• K-line Merging — Convert lower timeframes to higher (e.g. 1m → 5m) with flexible alignment/mode options
• Signal Architecture — Pluggable SignalLogic / SignalParams / SignalSeries for composable strategies
• Multi-Timeframe Engine — FKCEngine manages multiple timeframes and iterates bar-by-bar
• Pipeline Utilities — PipeList for context-aware iteration over bar series

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Installation

dependencies:
  finance_kline_core: ^0.0.4

---

Usage

Creating OHLCV Data

import 'package:finance_kline_core/finance_kline_core.dart';

final ohlcv = Ohlcv(
  open: 100.0,
  high: 105.0,
  low:  99.0,
  close: 103.0,
  volume: 1000000.0,
  openTimestamp:  1700000000000,
  closeTimestamp: 1700000059999,
);

final series = OhlcvSeries(data: [ohlcv, /* ... */]);

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Technical Indicators

All indicators are available as extension methods on List<double> (DecList), or via cached methods on OhlcvSeries.

// ── via OhlcvSeries ──────────────────────────────────────────────
final ema12  = series.ema(period: 12);
final ema26  = series.ema(period: 26, priceType: PriceType.high);
final macd   = series.macd(fastPeriod: 12, slowPeriod: 26, signalPeriod: 9);
final rsi    = series.rsi(period: 14);

// ── via DecList (List<double>) ───────────────────────────────────
final closes = series.closes;
final sma20  = closes.sma(20);
final fit    = closes.linearFit();

print('slope:     ${fit.slope}');
print('intercept: ${fit.intercept}');
print('R²:        ${fit.rSquared}');
print('next pred: ${fit.predict(closes.length.toDouble())}');

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K-line Merging

OhlcvSeries.merge(n) combines every n bars into one.

// 1-minute → 5-minute (left-aligned, strict)
final fiveMin = oneMin.merge(5);

// Right-aligned: anchor from newest bar, keep partial (incomplete) chunk
final rightPartial = series.merge(3,
  alignment: MergeAlignment.right,
  mode: MergeMode.partial,
);

Merge rules: open = first, high = max, low = min, close = last, volume = sum.

	strict	partial
left	Drop trailing incomplete chunk	Keep trailing incomplete chunk
right	Drop leading incomplete chunk	Keep leading incomplete chunk

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Signal Logic

Use SignalLogic + SignalParams to compute indicator signals.

// EMA cross detection
final emaResult = EmaLogic().calculate(
  params: EmaParams(periods: {12, 26}),
  data: series.closes,
) as EmaSeries;

if (emaResult.isBullishCross(fast: 12, slow: 26)) {
  print('Golden cross → buy signal');
}
if (emaResult.isBearishCross(fast: 12, slow: 26)) {
  print('Dead cross → sell signal');
}

// RSI overbought / oversold
final rsiParams = RsiParams(period: 14, overbought: 70, oversold: 30);
final rsiResult = RsiLogic().calculate(
  params: rsiParams,
  data: series.closes,
) as RsiSeries;

switch (rsiResult.stateOf(rsiParams)) {
  case RsiState.overbought: print('Overbought');
  case RsiState.oversold:   print('Oversold');
  case RsiState.neutral:    print('Neutral');
}

// MACD cross detection
final macdResult = MacdLogic().calculate(
  params: MacdParams(fastPeriod: 12, slowPeriod: 26, signalPeriod: 9),
  data: series.closes,
) as MacdSeries;

if (macdResult.isBullishCross) print('MACD golden cross');
if (macdResult.isBearishCross) print('MACD dead cross');

You can also compute from an OhlcvSeries with a chosen price type:

final result = MacdLogic().calculateWithKline(
  klineSeries: series,
  priceType: PriceType.close,
  params: MacdParams(),
) as MacdSeries;

---

Multi-Timeframe Engine

FKCEngine iterates bar-by-bar over the base timeframe, calling your function with data up to and including each bar.

final engine = FKCEngine(baseInterval: Interval.$1m);
engine.addOhlcvSeries(Interval.$1m, oneMinSeries);
engine.addOhlcvSeries(Interval.$1h, oneHourSeries);

// analyze returns a List<T>, one value per bar from `start` to end
final signals = engine.analyze<bool>(
  start: 33,  // MACD warm-up: slowPeriod(26) + signalPeriod(9) - 2
  func: (wrapper) {
    // `wrapper.ohlcvSeries` is sliced to the current bar
    final result = MacdLogic().calculateWithKline(
      klineSeries: wrapper.ohlcvSeries,
      priceType: PriceType.close,
      params: MacdParams(),
    ) as MacdSeries;

    return result.isBullishCross;
  },
);

You can also call analyze directly on a wrapper:

final signals = engine.select(Interval.$1m)!.analyze(
  start: 33,
  func: (wrapper) { /* ... */ },
);

Multi-Timeframe (MTF) inside analyze

jumpTo inside an analyze loop automatically filters to data up to the current bar's timestamp — preventing look-ahead bias.

engine.analyze<String>(
  start: 26,
  func: (wrapper) {
    // 1-hour data sliced to current bar's time
    final hourly = wrapper.jumpTo(Interval.$1h);
    final trend = hourly?.ohlcvSeries.closes.sma(20);
    // ...
    return 'signal';
  },
);

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Pipeline Utilities

PipeList lets you access previous/next bars in a context-aware loop:

final results = series.closes.pipe((wrapper) {
  final curr = wrapper.getBody(0);
  final prev = wrapper.prev;   // previous element (nullable)
  final next = wrapper.next;   // next element (nullable)
  return (prev != null && curr > prev) ? 'up' : 'down';
});

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API Reference

Enums

Enum	Values
Interval	$1s $1m $3m $5m $15m $30m $1h $2h $4h $6h $8h $12h $1d $2d $3d $1w $1M
PriceType	open high low close
MergeAlignment	left right
MergeMode	strict partial

Ohlcv

Immutable OHLCV bar (@freezed). Supports toJson / fromJson.

Property	Type	Description
open / high / low / close	double	OHLC prices
volume	double	Trading volume
openTimestamp / closeTimestamp	int	Unix ms timestamps

OhlcvSeries

Wraps List<Ohlcv> with cached indicator methods.

Method	Returns	Description
ema({period, priceType})	List<double?>	Exponential Moving Average
macd({fastPeriod, slowPeriod, signalPeriod, priceType})	List<Macd?>	MACD
rsi({period, priceType})	List<Rsi?>	RSI
merge(n, {alignment, mode})	OhlcvSeries	Merge n bars into one
subUpToTimestamp(ts)	OhlcvSeries	Filter to bars ≤ timestamp
subByTimestamp({start, end})	List<Ohlcv>	Slice by timestamp range

DecList / DecListX

Extension methods on List<double>.

Method	Returns
ema(period)	List<double?>
sma(period)	List<double?>
macd({fastPeriod, slowPeriod, signalPeriod})	List<Macd?>
rsi(period)	List<Rsi?>
linearFit()	LinearFitResult
correlation(other)	double

Signal Classes

Class	Key API
EmaSeries	operator[](period), isBullishCross(fast:, slow:), isBearishCross(fast:, slow:)
RsiSeries	last, stateOf(RsiParams) → RsiState
MacdSeries	last, isBullishCross, isBearishCross

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License

MIT License — see LICENSE for details.

Links

• GitHub Repository
• Pub Package
• Issue Tracker